Applied Industrial Technologies

10-Year Study

AIT.US · Industrials · US · Common Stock

Executive Summary: Applied Industrial Technologies has compounded at 22.1% annually over the last 10 years, with a maximum drawdown of 39.7% and an annualized volatility of 23.6%.

1Y CAGR
+28.9%
3Y CAGR
+34.2%
5Y CAGR
+25.3%
10Y CAGR
+22.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
39.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.80
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +39.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -19.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.48.7-6.17.2————————11.0%
20258.6-3.5-10.18.0-6.72.616.8-2.8-1.0-1.50.9-0.88.0%
20242.27.84.0-7.25.50.512.5-5.88.83.818.8-12.839.7%
202313.6-0.0-0.5-4.6-9.117.80.16.70.2-0.74.57.938.4%
2022-4.63.61.52.0-0.9-7.04.65.7-3.121.06.8-4.924.2%
2021-9.721.86.84.92.7-7.0-1.5-0.61.58.2-2.28.133.6%
2020-3.2-8.2-22.514.611.47.61.2-4.2-8.510.829.1-0.619.4%
20199.4-0.92.30.8-8.813.3-1.1-11.76.45.47.24.426.4%
20188.3-4.13.6-12.39.50.66.43.61.6-16.0-0.3-17.3-19.4%
20171.84.8-1.93.5-3.1-4.4-4.31.415.4-3.31.06.516.9%
2016———5.6-0.8-0.14.01.8-1.68.718.4-0.839.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 23.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 40.8% of variance. Idiosyncratic stock-specific factors contribute 28.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110559.898827316623
2016-05-0110480.570246033569
2016-06-0110466.66702315956
2016-07-0110886.357195185208
2016-08-0111082.660007379402
2016-09-0110900.76842043346
2016-10-0111847.631372087675
2016-11-0114031.800948627591
2016-12-0113926.296876587507
2017-01-0114172.46413235868
2017-02-0114851.663306721137
2017-03-0114569.000090905685
2017-04-0115075.451721058571
2017-05-0114612.768505991753
2017-06-0113973.835204029794
2017-07-0113370.381857363627
2017-08-0113560.34800836332
2017-09-0115653.852529584454
2017-10-0115142.374349623275
2017-11-0115286.299443336344
2017-12-0116278.294395396962
2018-01-0117628.858812771712
2018-02-0116900.46361900891
2018-03-0117500.628318726038
2018-04-0115352.045645350172
2018-05-0116816.53627939061
2018-06-0116912.976519595522
2018-07-0117997.909169175484
2018-08-0118652.43012293657
2018-09-0118942.927270102187
2018-10-0115912.051420535061
2018-11-0115863.71098408081
2018-12-0113118.038362200345
2019-01-0114351.040335388514
2019-02-0114215.082857860934
2019-03-0114540.257851310376
2019-04-0114655.173335757483
2019-05-0113359.339489965616
2019-06-0115129.781238135469
2019-07-0114960.108445138416
2019-08-0113204.184870085077
2019-09-0114047.549022229114
2019-10-0114799.392536108271
2019-11-0115869.031640526826
2019-12-0116574.88757105349
2020-01-0116047.982161095573
2020-02-0114728.08504494484
2020-03-0111414.947034068244
2020-04-0113080.259027736929
2020-05-0114576.593389552263
2020-06-0115679.867598539091
2020-07-0115863.336666541894
2020-08-0115203.762426005444
2020-09-0113913.409658461982
2020-10-0115415.866785735292
2020-11-0119896.55467442395
2020-12-0119784.92783692589
2021-01-0117856.92514183961
2021-02-0121746.191319041533
2021-03-0123223.622645141626
2021-04-0124367.349885298412
2021-05-0125036.362275208947
2021-06-0123272.8721384761
2021-07-0122925.29156662584
2021-08-0122780.190046361895
2021-09-0123118.760260311108
2021-10-0125004.090755961002
2021-11-0124455.929457186092
2021-12-0126427.032143181805
2022-01-0125212.4519403017
2022-02-0126108.862235103497
2022-03-0126511.734854845006
2022-04-0127035.96656809638
2022-05-0126793.007748373053
2022-06-0124917.16887603138
2022-07-0126062.36664937676
2022-08-0127548.032961332996
2022-09-0126706.16607934462
2022-10-0132318.656520878896
2022-11-0134517.34427053533
2022-12-0132834.332404669345
2023-01-0137310.20763928623
2023-02-0137309.96700658264
2023-03-0137119.305694439245
2023-04-0135429.58284983984
2023-05-0132201.040602758185
2023-06-0137928.39305480543
2023-07-0137970.28988219692
2023-08-0140519.68642885025
2023-09-0140582.678723256344
2023-10-0140293.94621591705
2023-11-0142107.19384835861
2023-12-0145426.93589010037
2024-01-0146418.663472490334
2024-02-0150053.17982749309
2024-03-0152072.30210633826
2024-04-0148302.95122642467
2024-05-0150969.61611062687
2024-06-0151233.697134331866
2024-07-0157622.067623137096
2024-08-0154271.33743656655
2024-09-0159036.47991786404
2024-10-0161274.872063612595
2024-11-0172785.75133551151
2024-12-0163446.42179169763
2025-01-0168893.70451373477
2025-02-0166506.22703962954
2025-03-0159807.30667835963
2025-04-0164568.73272123503
2025-05-0160241.38133866646
2025-06-0161818.40786708518
2025-07-0172203.50040372819
2025-08-0170215.52669151423
2025-09-0169541.54122572951
2025-10-0168486.634190164
2025-11-0169074.12556749213
2025-12-0168527.03374739984
2026-01-0169498.46797178716
2026-02-0175553.32153341852
2026-03-0170938.5210179298
2026-04-0176037.26063730233
Annual Return Matrix
YearAnnual Return
20170.16888894008597255
2018-0.19413926032018736
20190.26351876045842837
20200.19366890134919768
20210.33571536681874203
20220.2424525094900083
20230.3835194006758682
20240.39666963110149256
20250.08007720234219784
20260.10959509669696565
Total Factor Risk
0.2361889724717757
VTI.US Exposure
0.4081373624325178
VEA.US Exposure
-0.04405759826316333
VWO.US Exposure
-0.024547183534535364
QQQ.US Exposure
-0.11606791199680376
VTV.US Exposure
0.13329134670162282
IJR.US Exposure
0.22323267885817163
QUAL.US Exposure
0.03519806478798582
SHV.US Exposure
0.1263019628204599
TLT.US Exposure
0.0020826378681220253
LQD.US Exposure
0.006734359513069068
HYG.US Exposure
-0.016992226732666656
GLD.US Exposure
0.009001902936599493
USO.US Exposure
0.0010884847629998875
VNQ.US Exposure
-0.05082109369424814
BTC-USD.CC Exposure
0.009806446043521471
CPER.US Exposure
0.006866501387800277
VIX.INDX Exposure
0.004449871373137342
UUP.US Exposure
0.003673793103536084
TIP.US Exposure
-0.0027928932673832933
Idiosyncratic Exposure
0.28541349489925694
Value Score
39.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
8.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →25.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.68%
Market Cap$10.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$136
Avg Yield on Cost
1.36%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$136.361.36%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.82
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Applied Industrial Technologies a high-risk investment?

Applied Industrial Technologies (AIT.US) has an annualized volatility of 23.6% and experienced a maximum drawdown of 39.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AIT.US?

Over the past 10 years, AIT.US has generated a Compound Annual Growth Rate (CAGR) of 22.1%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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